The problem is not with you, but with a backwards religion that would not allow you to be who you are. Think about this, would a God of love create you with a sex drive that could not be satisfied by a woman, then expect you to only marry a woman? Why would he do that? Why would you be expected to bear a burden that heterosexual people do not have to bear? You know this is not some choice you made, because why would you choose to be gay as a JW? This is not some weakness, it's just who you are, you didn't choose it any more than you chose the color of your eyes. You know in your heart of hearts that this is true, so allow yourself to accept it and what it means that any religion that would tell you different.
For your own sanity please research the Watchtower, there are many things they have lied about, history they have covered up. They are not what they claim, never were and couldn't be God's sole channel of communication with mankind. Free yourself and stop living with the guilt.
I am not gay, but I stayed for twenty eight years in a horrible marriage, because like you I thought I had to do it to please God. I became severely depressed and ruined my health trying to please that very demanding God. It was for nothing, I finally realized that I put this burden on myself, that the Watchtower was just some men who thought they spoke for God but they were no more right than any other religion, less maybe. Just like that I was free, I walked away and have never been happier. I am married to my soul mate and the love of my life. You could have that too.
If you still want to belong to a church I suggest United Church of Christ, they are fully accepting of gay people. They have no doctrine, so you don't have to believe in trinity or hell fire if that is important to you. They usually have really great music too.